Pruitt, Stephen W.; Ness, Bonnie F. Van; Ness, Robert A. Van - In: Journal of Financial Research 23 (2000) 1, pp. 1-13
We present an analysis of clientele trading effects in response to the widespread dissemination of public information. Employing analyst recommendations published in the Wall Street Journal's Dartboard column as the informational stimulus and the NYSE's trades and quotes (TAQ) transactions...
